It is this and then in the cookie banner they write “we and our 800 partners care about your privacy” , I am like no, 800 is no longer private, but an orgy.

Yes, he did ask you to leave the site.

You can just leave, or make a fuss, or try to punch your way with the dev-tools. I honestly don’t care. But what he said does mean exactly “I don’t want you here, leave”.